Exchange coin inside of Asian capital (7)
I believe the answer is:
nicosia
'capital' is the definition.
(Nicosia is an example)
'exchange coin inside of asian' is the wordplay.
'exchange' is an anagram indicator.
'inside of' means to look at the middle letters.
The central letters of 'asian' are 'sia'.
'coin' is an anagram of 'nico'.
'nico'+'sia'='NICOSIA'
(Other definitions for nicosia that I've seen before include "Largest city on Cyprus" , "Divided Cypriot capital" , "Mediterranean capital" , "European Union's most southerly capital" , "Casino I find in Cyprus - that's capital" .)